If you're looking for other tools that do slightly more sophisticated things than nonparametric density estimation with histograms, please check this link to the python repository or directly install the package with
pip install cde
In addition to an extensive documentation, the package implements
- Nonparametric (conditional & neighborhood kernel density estimation)
- semiparametric (least squares cde) and
- parametric neural network-based methods (mixture density networks, kernel density estimation)
Also, the package allows to compute centered moments, statistical divergences (kl-divergence, hellinger, jensen-shannon), percentiles, expected shortfalls and data generating processes (arma-jump, jump-diffusion, GMMs etc.)
Disclaimer: I am one of the package developers.
